Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Kernel estimators"

Now showing items 1-2 of 2

    • Article  

      Spectral density based goodness-of-fit tests for time series models 

      Paparoditis Efstathios, E. (2000)
      A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral density and the expected ...
    • Article  

      Testing the fit of a vector autoregressive moving average model 

      Paparoditis Efstathios, E. (2005)
      A new procedure for testing the fit of multivariate time series model is proposed. The method evaluates in a certain way the closeness of the sample spectral density matrix of the observed process to the spectral density ...